Thyssen-Bornemisza Museo Nacional

The Thyssen is the private art collection (of a baroness!) so complete and so all-encompassing that it needed its own museum. The works span all of modern humankind from the 13th century to now, in a chronological layout.
The real strength of the collection is in the 19th century American art and Impressionism, so if your family’s clock is running down, make a bee-line here.